STRATEGY VWAP MOMENTUM

20251118 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 24

Periodo: 2025-11-18 01:16:00 - 2025-11-18 22:59:00

Exposure Days: 1

Trades per Day: 24.00

Avg Duration: 53.00 min

Median Duration: 34.50 min

PERFORMANCE

Total Profit: $7,655.00

Avg Profit: $318.96

Median Profit: $-760.00

Std Profit: $1,939.00

Profit Factor: 1.42

WIN/LOSS

Win Rate: 43.5%

Winners / Losers: 10 / 13 (Ratio: 1:2)

Gross Profit: $25,675.00

Gross Loss: $-18,020.00

Avg Winner: $2,334.09

Avg Loser: $-1,386.15

Avg Winner / Avg Loser: (Ratio: 1:1.68)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-5,020.00

Sharpe Ratio: 0.16

Sortino Ratio: 1.12

Ulcer Index: 36.24

EXIT REASONS

TARGET exits: 10 (41.7%)

STOP exits: 11 (45.8%)

EOD exits: 1 (4.2%)

LONG ENTRIES (BUY)

Total LONG: 9

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-20.00

Avg P&L: $-2.22

SHORT ENTRIES (SELL)

Total SHORT: 15

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $7,675.00

Avg P&L: $511.67

CUMULATIVE P&L